BSBR (BANCO SANTANDER (BRASIL) SA)
Expected Move & Straddle Price History
The expected move for BSBR is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
Current BSBR Expected Move
30-Day Straddle
$1.05
7-Day Straddle
$1.25
Avg IV
1.6%
IV Rank
17%
Implied one-standard-deviation move through the next 30 days. Compare to BSBR's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
BSBR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260608 | $1.05 | $1.25 | 1.6% | 17% |
| 20260605 | $1.10 | $2.92 | 1.5% | 13% |
| 20260604 | $1.90 | $0.35 | 1.6% | 15% |
| 20260603 | $0.88 | $3.23 | 1.5% | 11% |
| 20260602 | $0.45 | $0.45 | 1.8% | 39% |
| 20260601 | $0.70 | $0.70 | 2.6% | 62% |
| 20260529 | $3.02 | $3.02 | 2.5% | 60% |
| 20260528 | $1.40 | $1.40 | 2.5% | 59% |
| 20260527 | $0.77 | $0.77 | 1.6% | 33% |
| 20260526 | $0.65 | $0.65 | 2.2% | 50% |
| 20260522 | $0.70 | $0.70 | 1.9% | 43% |
| 20260521 | $1.60 | $1.60 | 2.3% | 55% |
| 20260520 | $1.07 | $1.07 | 2.2% | 52% |
| 20260519 | $0.95 | $0.95 | 1.9% | 43% |
| 20260518 | $1.40 | $1.40 | 1.5% | 29% |
| 20260515 | $3.23 | $0.90 | 1.8% | 38% |
| 20260514 | $1.68 | $3.15 | 1.9% | 41% |
| 20260513 | $1.62 | $3.00 | 1.6% | 32% |
| 20260512 | $1.75 | $3.02 | 1.7% | 36% |
| 20260511 | $1.27 | $1.25 | 1.7% | 36% |
| 20260510 | $1.88 | $3.15 | 1.8% | 38% |
| 20260508 | $1.88 | $3.15 | 1.7% | 36% |
| 20260507 | $1.85 | $3.40 | 1.6% | 34% |
| 20260506 | $3.52 | $3.48 | 1.5% | 29% |
| 20260505 | $3.50 | $3.27 | 1.7% | 37% |
| 20260504 | $1.80 | $3.27 | 1.8% | 39% |
| 20260502 | $3.33 | $3.33 | 3.4% | 85% |
| 20260501 | $3.33 | $3.33 | 2.8% | 69% |
| 20260430 | $1.02 | $1.02 | 3.4% | 85% |
| 20260429 | $3.22 | $3.22 | 2.7% | 67% |
| 20260428 | $3.62 | $3.62 | 3.1% | 76% |
| 20260427 | $3.60 | $3.60 | 3.0% | 74% |
| 20260424 | $3.17 | $3.17 | 3.3% | 82% |
| 20260423 | $1.62 | $1.62 | 2.7% | 64% |
| 20260422 | $3.70 | $3.70 | 2.3% | 53% |
| 20260421 | $4.03 | $4.03 | 2.5% | 60% |
| 20260420 | $3.35 | $3.35 | 2.1% | 48% |
| 20260417 | $5.20 | $2.88 | 2.4% | 57% |
| 20260416 | $3.27 | $5.38 | 1.5% | 31% |
| 20260415 | $3.73 | $2.88 | 1.3% | 23% |
| 20260414 | $4.90 | $2.60 | 1.5% | 29% |
| 20260413 | $3.27 | $2.73 | 1.4% | 27% |
| 20260410 | $4.90 | $2.70 | 1.2% | 21% |
| 20260409 | $2.50 | $2.77 | 1.5% | 29% |
| 20260408 | $3.85 | $1.80 | 1.8% | 37% |
| 20260407 | $1.85 | $1.02 | 1.4% | 26% |
| 20260406 | $1.98 | $1.12 | 1.5% | 31% |
| 20260402 | $1.48 | $3.38 | 2.0% | 45% |
| 20260401 | $1.55 | $1.55 | 2.8% | 68% |
| 20260331 | $3.40 | $3.40 | 3.9% | 100% |
| 20260330 | $2.08 | $2.08 | 2.5% | 58% |
| 20260327 | $1.60 | $1.60 | 2.9% | 72% |
| 20260326 | $1.20 | $1.20 | 3.0% | 73% |
| 20260325 | $3.33 | $3.33 | 2.7% | 65% |
| 20260324 | $1.23 | $1.23 | 2.7% | 64% |
| 20260323 | $2.10 | $2.10 | 2.5% | 58% |
| 20260320 | $3.12 | $0.75 | 2.4% | 55% |
| 20260319 | $1.07 | $0.62 | 3.2% | 80% |
| 20260318 | $3.22 | $0.85 | 2.2% | 50% |
| 20260317 | $1.88 | $0.93 | 2.1% | 47% |